+102.9%
XLP vs DKS
+196.9%
-94.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -1.3% | -36.6% | +35.3% | +2.4% |
| 3M | +1.8% | -37.6% | +39.5% | +5.7% |
| 6M | -0.8% | -32.1% | +31.3% | +1.9% |
| YTD | +9.5% | -32.3% | +41.8% | +12.5% |
| 1Y | +7.2% | -39.5% | +46.7% | +11.0% |
| 3Y | +27.1% | +27.7% | -0.5% | +19.6% |
| 5Y | +32.0% | +15.0% | +17.0% | +22.6% |
| 10Y | +102.9% | +192.6% | -89.7% | +57.1% |
| All | +102.9% | +196.9% | -94.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling